Leave-one-out error, specifically optimized for C-SVMs. More...
#include <shark/ObjectiveFunctions/LooErrorCSvm.h>
Public Types | |
typedef CacheType | QpFloatType |
typedef AbstractKernelFunction< InputType > | KernelType |
typedef LabeledData< InputType, unsigned int > | DatasetType |
Public Types inherited from shark::AbstractObjectiveFunction< RealVector, double > | |
enum | Feature |
List of features that are supported by an implementation. More... | |
typedef RealVector | SearchPointType |
typedef double | ResultType |
typedef boost::mpl::if_< std::is_arithmetic< double >, SearchPointType, RealMatrix >::type | FirstOrderDerivative |
typedef TypedFlags< Feature > | Features |
This statement declares the member m_features. See Core/Flags.h for details. More... | |
typedef TypedFeatureNotAvailableException< Feature > | FeatureNotAvailableException |
Public Member Functions | |
LooErrorCSvm (DatasetType const &dataset, KernelType *kernel, bool withOffset) | |
Constructor. More... | |
std::string | name () const |
From INameable: return the class name. More... | |
std::size_t | numberOfVariables () const |
Accesses the number of variables. More... | |
double | eval (const RealVector ¶ms) |
double | eval (const RealVector ¶ms, QpStoppingCondition &stop) |
Public Member Functions inherited from shark::AbstractObjectiveFunction< RealVector, double > | |
const Features & | features () const |
virtual void | updateFeatures () |
bool | hasValue () const |
returns whether this function can calculate it's function value More... | |
bool | hasFirstDerivative () const |
returns whether this function can calculate the first derivative More... | |
bool | hasSecondDerivative () const |
returns whether this function can calculate the second derivative More... | |
bool | canProposeStartingPoint () const |
returns whether this function can propose a starting point. More... | |
bool | isConstrained () const |
returns whether this function can return More... | |
bool | hasConstraintHandler () const |
returns whether this function can return More... | |
bool | canProvideClosestFeasible () const |
Returns whether this function can calculate thee closest feasible to an infeasible point. More... | |
bool | isThreadSafe () const |
Returns true, when the function can be usd in parallel threads. More... | |
bool | isNoisy () const |
Returns true, when the function can be usd in parallel threads. More... | |
AbstractObjectiveFunction () | |
Default ctor. More... | |
virtual | ~AbstractObjectiveFunction () |
Virtual destructor. More... | |
virtual void | init () |
void | setRng (random::rng_type *rng) |
Sets the Rng used by the objective function. More... | |
virtual bool | hasScalableDimensionality () const |
virtual void | setNumberOfVariables (std::size_t numberOfVariables) |
Adjusts the number of variables if the function is scalable. More... | |
virtual std::size_t | numberOfObjectives () const |
virtual bool | hasScalableObjectives () const |
virtual void | setNumberOfObjectives (std::size_t numberOfObjectives) |
Adjusts the number of objectives if the function is scalable. More... | |
std::size_t | evaluationCounter () const |
Accesses the evaluation counter of the function. More... | |
AbstractConstraintHandler< SearchPointType > const & | getConstraintHandler () const |
Returns the constraint handler of the function if it has one. More... | |
virtual bool | isFeasible (const SearchPointType &input) const |
Tests whether a point in SearchSpace is feasible, e.g., whether the constraints are fulfilled. More... | |
virtual void | closestFeasible (SearchPointType &input) const |
If supported, the supplied point is repaired such that it satisfies all of the function's constraints. More... | |
virtual SearchPointType | proposeStartingPoint () const |
Proposes a starting point in the feasible search space of the function. More... | |
virtual ResultType | eval (SearchPointType const &input) const |
Evaluates the objective function for the supplied argument. More... | |
ResultType | operator() (SearchPointType const &input) const |
Evaluates the function. Useful together with STL-Algorithms like std::transform. More... | |
virtual ResultType | evalDerivative (SearchPointType const &input, FirstOrderDerivative &derivative) const |
Evaluates the objective function and calculates its gradient. More... | |
virtual ResultType | evalDerivative (SearchPointType const &input, SecondOrderDerivative &derivative) const |
Evaluates the objective function and calculates its gradient. More... | |
Public Member Functions inherited from shark::INameable | |
virtual | ~INameable () |
Additional Inherited Members | |
Protected Member Functions inherited from shark::AbstractObjectiveFunction< RealVector, double > | |
void | announceConstraintHandler (AbstractConstraintHandler< SearchPointType > const *handler) |
helper function which is called to announce the presence of an constraint handler. More... | |
Protected Attributes inherited from shark::AbstractObjectiveFunction< RealVector, double > | |
Features | m_features |
std::size_t | m_evaluationCounter |
Evaluation counter, default value: 0. More... | |
AbstractConstraintHandler< SearchPointType > const * | m_constraintHandler |
random::rng_type * | mep_rng |
Leave-one-out error, specifically optimized for C-SVMs.
Definition at line 50 of file LooErrorCSvm.h.
typedef LabeledData<InputType, unsigned int> shark::LooErrorCSvm< InputType, CacheType >::DatasetType |
Definition at line 55 of file LooErrorCSvm.h.
typedef AbstractKernelFunction<InputType> shark::LooErrorCSvm< InputType, CacheType >::KernelType |
Definition at line 54 of file LooErrorCSvm.h.
typedef CacheType shark::LooErrorCSvm< InputType, CacheType >::QpFloatType |
Definition at line 53 of file LooErrorCSvm.h.
|
inline |
Constructor.
Definition at line 58 of file LooErrorCSvm.h.
References shark::AbstractObjectiveFunction< RealVector, double >::HAS_VALUE, shark::AbstractObjectiveFunction< RealVector, double >::m_features, and SHARK_RUNTIME_CHECK.
|
inline |
Evaluate the leave-one-out error for the given parameters. These parameters describe the regularization constant and the kernel parameters.
Definition at line 79 of file LooErrorCSvm.h.
|
inline |
Evaluate the leave-one-out error for the given parameters. These parameters describe the regularization constant and the kernel parameters. Furthermore, the stopping conditions for the solver are passed as an argument.
Definition at line 87 of file LooErrorCSvm.h.
References shark::AbstractObjectiveFunction< RealVector, double >::m_evaluationCounter, and shark::IParameterizable< VectorType >::setParameterVector().
|
inlinevirtual |
From INameable: return the class name.
Reimplemented from shark::INameable.
Definition at line 69 of file LooErrorCSvm.h.
|
inlinevirtual |
Accesses the number of variables.
Implements shark::AbstractObjectiveFunction< RealVector, double >.
Definition at line 72 of file LooErrorCSvm.h.
References shark::IParameterizable< VectorType >::numberOfParameters().